i can do the same thing, so either its your net connection or something else, most people didn't have lag issues, my dad was on a laptop over wifi and isn't lagging..
lol before you start pulling the lag HAMSTER, if you're on a HAMSTER system don't cry about lag, i have zero lag no matter where i go, check your net connection, get a better pc or stop crying, that's the only the 3 options you have here.